A central limit theorem for two-dimensional random walks in random sceneries (Q1822828): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
Property / DOI
 
Property / DOI: 10.1214/aop/1176991497 / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1214/AOP/1176991497 / rank
 
Normal rank

Latest revision as of 10:01, 16 December 2024

scientific article
Language Label Description Also known as
English
A central limit theorem for two-dimensional random walks in random sceneries
scientific article

    Statements

    A central limit theorem for two-dimensional random walks in random sceneries (English)
    0 references
    0 references
    1989
    0 references
    This paper is concerned with a random walk \(\{S_ n\), \(n\in N\}\) on \(Z^ 2\) whose increments are i.i.d. with zero mean vector and finite covariance matrix and a random scenery \(\xi\) (\(\alpha)\), \(\alpha \in Z^ 2\), the \(\xi\) 's being i.i.d. with zero mean and finite variance. It is shown that \(\sum^{n}_{i=1}\xi (S_ i)/(n \log n)^{1/2}\) satisfies a central limit theorem. A functional version is also presented.
    0 references
    random scenery
    0 references
    random walk
    0 references
    central limit theorem
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references